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1/21/22 8:34
AM |
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Rate
Indications |
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To take down
an advance, login to eBanking or contact the Member Transaction Desk : |
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855-345-2244, Option 1 |
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| Today's Headlines |
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Market Rates |
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Early bird discounts, all before 10:00 a.m.: (1) Available on
A120 (<= 27 days) advances, additional volume discounts may be available;
(2) 1-month (no minimum at 0.20%) and 3-month (no minimum at 0.35%) A121
advances. To execute, please call the Member Transaction Desk before 10:00
a.m.
Advance Discount Specials (until January 31, 2022): 5 bps discount on qualifying fixed rate fixed term advances,
callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com
for Terms and Conditions. |
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Term |
Treasury |
Swaps |
Fixed Rate Advances |
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2 years |
1.00% |
1.19% |
1.22% |
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5 years |
1.55% |
1.64% |
1.75% |
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7 years |
1.70% |
1.74% |
1.93% |
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10 years |
1.76% |
1.82% |
2.16% |
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| Fixed Rate
Advances |
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Fixed Rate Callable Advances (Call Option
Owned by Member) |
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| Term |
Community
Advances |
Regular
Advances |
All-in After
Dividend* |
Forward-Starting |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Cost |
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| 1 week |
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0.22% |
0.01% |
Advances settle one year forward from today and
then have stated term to maturity |
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2 years |
6 months |
1.40% |
1.19% |
0.18% |
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| 2 weeks |
0.22% |
0.01% |
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2 years |
1 year |
1.34% |
1.13% |
0.13% |
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| 3 weeks |
0.22% |
0.01% |
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3 years |
6 months |
1.69% |
1.48% |
0.22% |
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| 1 month |
0.12% |
0.22% |
0.01% |
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3 years |
1 year |
1.64% |
1.43% |
0.17% |
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| 3 months |
0.27% |
0.37% |
0.16% |
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5 years |
6 months |
2.10% |
1.89% |
0.35% |
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| 6 months |
0.43% |
0.53% |
0.32% |
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5 years |
1 year |
2.02% |
1.81% |
0.28% |
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| 9 months |
0.53% |
0.63% |
0.42% |
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5 years |
2 year |
1.96% |
1.75% |
0.21% |
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| 1 year |
0.71% |
0.81% |
0.59% |
1.65% |
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7 years |
1 year |
2.28% |
2.07% |
0.35% |
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| 1.5 years |
0.98% |
1.08% |
0.86% |
1.75% |
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7 years |
2 years |
2.21% |
2.00% |
0.28% |
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| 2 years |
1.12% |
1.22% |
1.01% |
1.82% |
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10 years |
2 years |
2.52% |
2.31% |
0.36% |
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| 2.5 years |
1.26% |
1.36% |
1.15% |
1.86% |
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10 years |
3 years |
2.46% |
2.25% |
0.30% |
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| 3 years |
1.37% |
1.47% |
1.26% |
1.90% |
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10 years |
5 years |
2.39% |
2.18% |
0.23% |
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| 3.5 years |
1.44% |
1.54% |
1.33% |
1.95% |
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15 years |
5 years |
2.69% |
2.48% |
0.16% |
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| 4 years |
1.51% |
1.62% |
1.41% |
2.00% |
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Fixed Rate Putable Advances (Call Option
Owned by FHLBC) |
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| 4.5 years |
1.58% |
1.67% |
1.46% |
2.04% |
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Term |
Lockout |
European |
All-in After Dividend* |
Option Value |
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| 5 years |
1.64% |
1.75% |
1.54% |
2.08% |
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3 years |
6 months |
0.49% |
0.28% |
-0.04% |
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| 6 years |
1.75% |
1.86% |
1.65% |
2.13% |
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5 years |
6 months |
0.47% |
0.26% |
-0.06% |
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| 7 years |
1.82% |
1.93% |
1.72% |
2.19% |
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7 years |
6 months |
0.46% |
0.25% |
-0.07% |
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| 10 years |
2.04% |
2.16% |
1.95% |
2.39% |
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10 years |
6 months |
0.46% |
0.25% |
-0.07% |
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| 15 years |
Call for availability |
2.52% |
2.31% |
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3 years |
1 year |
0.72% |
0.51% |
-0.09% |
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| 20 years |
2.83% |
2.62% |
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5 years |
1 year |
0.68% |
0.47% |
-0.12% |
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| 30 years |
2.90% |
2.69% |
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7 years |
1 year |
0.65% |
0.44% |
-0.15% |
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10 years |
1 year |
0.63% |
0.42% |
-0.18% |
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5 years |
2 years |
1.07% |
0.86% |
-0.14% |
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| Amortizing
Advances |
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7 years |
2 years |
1.02% |
0.81% |
-0.20% |
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Amortization
Term |
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10 years |
2 years |
0.96% |
0.75% |
-0.26% |
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| Term |
5 years |
7 years |
10 years |
15 years |
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7 years |
3 years |
1.29% |
1.08% |
-0.18% |
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| 5 years |
1.48% |
1.61% |
1.67% |
1.71% |
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10 years |
5 years |
1.53% |
1.32% |
-0.21% |
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| 7 years |
na |
1.68% |
1.80% |
1.87% |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Value |
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| 10 years |
na |
na |
1.88% |
2.03% |
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5 years |
6 months |
0.51% |
0.29% |
-0.02% |
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| Term |
15 years |
20 years |
25 years |
30 years |
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7 years |
6 months |
0.47% |
0.26% |
-0.06% |
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| 15 years |
2.17% |
2.33% |
2.40% |
2.44% |
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10 years |
3 months |
0.47% |
0.26% |
0.10% |
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na |
2.44% |
2.59% |
2.67% |
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7 years |
1.24% |
0.02% |
1.26% |
0.32% |
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| 30 years |
na |
na |
na |
2.74% |
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10 years |
1.55% |
0.02% |
1.58% |
0.32% |
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| Floating Rate
Advances |
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| Term Discount Note Floater Advances |
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Overnight Index Floater Advances** |
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Non-Prepayable |
Prepayable (on reset dates)^ |
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Index / Rate Indic. |
Term |
Prior Index |
Spread |
Prior Day |
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| Term** |
Spread to 4WK |
Spread to 13WK |
Spread to 4WK |
Spread to 13WK |
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Overnight DN^ |
<= 3 Months |
0.030% |
0.31% |
0.34% |
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| 3 months |
0.21% |
n/a |
0.28% |
n/a |
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SOFR |
3 Months |
0.04% |
0.16% |
0.21% |
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| 6 months |
0.23% |
0.20% |
0.30% |
0.28% |
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SOFR |
6 Months |
0.04% |
0.17% |
0.22% |
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| 1 year |
0.24% |
0.22% |
0.31% |
0.30% |
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SOFR |
9 Months |
0.04% |
0.17% |
0.22% |
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| 2 years |
0.29% |
0.28% |
0.31% |
0.30% |
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SOFR |
1 Year |
0.04% |
0.18% |
0.23% |
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| 3 years |
0.30% |
0.29% |
0.32% |
0.31% |
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SOFR |
18 Months |
0.04% |
0.20% |
0.25% |
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| 4 years |
0.31% |
0.30% |
0.33% |
0.32% |
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SOFR |
2 Years |
0.04% |
0.21% |
0.26% |
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| 5 years |
0.32% |
0.31% |
0.34% |
0.33% |
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SOFR |
3 Years |
0.04% |
0.25% |
0.31% |
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| Prior Index |
4 week |
0.034% |
13 week |
0.181% |
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SOFR |
4 Years |
0.04% |
0.29% |
0.35% |
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| ^Prepayable at par with 1 day notice.
**Please call for terms between 5 years and 10 years, or for 26 week
index. |
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SOFR |
5 Years |
0.04% |
0.35% |
0.41% |
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| Overnight Advances |
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SOFR |
6 Years |
0.04% |
0.42% |
0.48% |
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| Term |
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Minimum |
Today |
Prior Day |
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SOFR |
7 Years |
0.04% |
0.44% |
0.51% |
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| 1 Day |
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No minimum |
0.22% |
0.22% |
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SOFR |
8 Years |
0.04% |
0.49% |
0.55% |
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| Open
Line (Daily Rate Set)# |
No minimum |
0.37% |
0.37% |
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SOFR |
9 Years |
0.04% |
0.54% |
0.59% |
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| #Rate
set at and available until 3:00 pm; Late Day Advances may be available until
4:30 pm by calling 855-345-2244, Option 1. |
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SOFR |
10 Years |
0.04% |
0.58% |
0.65% |
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| FHLBC Deposit Rates^ |
DID (yesterday) |
0.00001% |
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^Prepayable same day before 3:00PM. **Please
call for additional terms not listed above. |
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| ^Call for term deposit rates. |
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